Levy, Yehuda - In: Dynamic Games and Applications 3 (2013) 2, pp. 279-312
We study nonzero-sum continuous-time stochastic games, also known as continuous-time Markov games, of fixed duration. We concentrate on Markovian strategies. We show by way of example that equilibria need not exist in Markovian strategies, but they always exist in Markovian public-signal...